UC WAR. CALL 12/25 DWD/ DE000UG02RF9 /
| 2024-11-15 9:41:31 PM | Chg.+0.0600 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | +9.84% | 0.6700 Bid Size: 20,000 |
0.7000 Ask Size: 20,000 |
Morgan Stanley | 160.00 USD | 2025-12-17 | Call |
Master data
| WKN: | UG02RF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Morgan Stanley |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-11-04 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | -2.46 |
| Time value: | 0.70 |
| Break-even: | 158.98 |
| Moneyness: | 0.84 |
| Premium: | 0.25 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.03 |
| Spread %: | 4.48% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 6.32 |
| Rho: | 0.40 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6700 |
| Low: | 0.5900 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +36.73% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
